+174.6%
ARM vs ROP
-2.0%
+176.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.7% | +5.2% |
| 7D | -15.2% | +2.1% | -17.4% | -15.6% |
| 30D | -40.7% | +32.9% | -73.6% | -44.5% |
| 3M | -39.1% | +20.0% | -59.1% | -41.6% |
| 6M | -26.4% | +36.4% | -62.8% | -34.5% |
| YTD | +59.7% | +7.8% | +51.9% | +65.7% |
| 1Y | +10.3% | +8.0% | +2.4% | +14.1% |
| 3Y | +228.9% | -3.5% | +232.3% | +277.1% |
| All | +174.6% | -2.0% | +176.6% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling